ACDm: Tools for Autoregressive Conditional Duration Models

Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.

Version:	1.0.4.1
Depends:	R (≥ 2.10.0)
Imports:	plyr, dplyr, ggplot2, Rsolnp, zoo, graphics
Suggests:	optimx, rgl
Published:	2022-07-08
Author:	Markus Belfrage
Maintainer:	Markus Belfrage <markus.belfrage at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Materials:	NEWS
CRAN checks:	ACDm results

Documentation:

Reference manual:

ACDm.pdf

Downloads:

Package source:	ACDm_1.0.4.1.tar.gz
Windows binaries:	r-devel: ACDm_1.0.4.1.zip, r-release: ACDm_1.0.4.1.zip, r-oldrel: ACDm_1.0.4.1.zip
macOS binaries:	r-release (arm64): ACDm_1.0.4.1.tgz, r-oldrel (arm64): ACDm_1.0.4.1.tgz, r-release (x86_64): ACDm_1.0.4.1.tgz, r-oldrel (x86_64): ACDm_1.0.4.1.tgz
Old sources:	ACDm archive

Reverse dependencies:

Reverse imports:

eNchange

Linking:

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